+478.5%
GE vs SMR
+7.6%
+470.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.6% |
| 7D | -1.2% | +13.1% | -14.3% | -2.4% |
| 30D | -11.3% | +17.8% | -29.0% | -12.8% |
| 3M | -1.4% | +8.1% | -9.5% | -2.8% |
| 6M | +1.2% | -11.1% | +12.3% | +0.5% |
| YTD | +5.9% | -23.7% | +29.6% | +5.7% |
| 1Y | +18.4% | -69.4% | +87.8% | +25.4% |
| 3Y | +271.0% | +82.6% | +188.4% | +218.1% |
| All | +478.5% | +7.6% | +470.9% | +426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling